I read an article somewhere about their possible points of weakness, ledger had a couple less. Now, don't be alarmed, those included physical possesion of the device, attack with laboratory infastracture and more than 24h time. If you lose your device, get your seed and move the coins. Another reason, along with being paranoid, to have both, since you can import the seed from either of them to either of them.
There are some articles on google comparing the 2 hardware wallets, they are not easy reads!